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Mr.Helm is in bad health and he got along fine with the Clutters, but when he says his story about the Mexicans, the police didn't believe him. The investigators then find someone in the house, a Mexican with a gun and a shotgun and knife in his car. He's probably going to get falsely accused, but the police might find him to be innocent since there's no evidence against him. When the story goes back to Dick and Perry, they were getting packed so that they could leave. The wages in Mexico did not attract Dick so they wanted to leave. They were packing a shoe with diamond soles and a cat paw print one- the ones used in the murder.  I don't understand why they didn't just throw that away since it's evidence against them. Perry then finds his mementos and reads them.